We develop a framework for proving rapid convergence of shifted QR algorithms which use Ritz values as shifts, in finite arithmetic. Our key contribution is a dichotomy result which addresses the known forward-instability issues surrounding the shifted QR iteration [Parlett and Le 1993]: we give a procedure which provably either computes a set of approximate Ritz values of a Hessenberg matrix with good forward stability properties, or leads to early decoupling of the matrix via a small number of QR steps. Using this framework, we show that the shifting strategy introduced in Part I of this series [Banks, Garza-Vargas, and Srivastava 2021] converges rapidly in finite arithmetic with a polylogarithmic bound on the number of bits of precision required, when invoked on matrices of controlled eigenvector condition number and minimum eigenvalue gap.
翻译:我们开发了一个框架来证明转换的QR算法的快速趋同,这些算法使用Ritz值作为变换,在有限的算术中是有限的。我们的关键贡献是一个二分法结果,它解决了围绕变换的QR迭代[Parlett和Le 1993]已知的远近内在性问题:我们给出了一个程序,既可以计算出一套具有良好前向稳定性特性的赫森堡矩阵的近似Ritz值,也可以导致通过少量的QR步骤早日分离矩阵。我们利用这个框架,表明本系列第一部分中引入的变换战略[Banks、Garza-Vargas和Srivastava 20211]在有限的算术中迅速汇合,在受控的易基因条件编号和最小的易基因值差距的矩阵上,以所需的精确度的比数为多边界限。